Integrated Conditional Moment testing of quantile regression models
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Giacomini, Raffaella & Komunjer, Ivana, 2005.
"Evaluation and Combination of Conditional Quantile Forecasts,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 23, pages 416-431, October.
- Giacomini, Raffaella & Komunjer, Ivana, 2002. "Evaluation and Combination of Conditional Quantile Forecasts," University of California at San Diego, Economics Working Paper Series qt4n99t4wz, Department of Economics, UC San Diego.
- Raffaella Giacomini & Ivana Komunjer, 2003. "Evaluation and Combination of Conditional Quantile Forecasts," Boston College Working Papers in Economics 571, Boston College Department of Economics.
- Fertő, Imre & Bakucs, Lajos Zoltán, 2008.
"Érvényes-e a Gibrat-törvény a magyar mezőgazdaságban?
[Is Gibrat s law valid for Hungarian agriculture?]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(1), pages 25-38.
- Komunjer, Ivana, 2005.
"Quasi-maximum likelihood estimation for conditional quantiles,"
Journal of Econometrics,
Elsevier, vol. 128(1), pages 137-164, September.
- Komunjer, Ivana, 2002. "Quasi-Maximum Likelihood Estimation for Conditional Quantiles," Working Papers 1139, California Institute of Technology, Division of the Humanities and Social Sciences.
- Lawrence Dacuycuy, 2006. "Explaining male wage inequality in the Philippines: non-parametric and semiparametric approaches," Applied Economics, Taylor & Francis Journals, vol. 38(21), pages 2497-2511.
- Kostov, Philip & Patton, Myles & Moss, Joan E. & McErlean, Seamus, 2005.
"Does Gibrat's Law Hold Amongst Dairy Farmers in Northern Ireland?,"
2005 International Congress, August 23-27, 2005, Copenhagen, Denmark
24775, European Association of Agricultural Economists.
- Kostov, Philip & Patton, Myles & Moss, Joan & McErlean, Seamus, 2006. "Does Gibrat’s law hold amongst dairy farmers in Northern Ireland?," MPRA Paper 3370, University Library of Munich, Germany.
- Latruffe, Laure & Desjeux, Yann & Fogarasi, Jozsef & Bakucs, Lajos Zoltan & Ferto, Imre, 2010. "Technical efficiency and environmental pressures of pig farms in Hungary," 120th Seminar, September 2-4, 2010, Chania, Crete 109385, European Association of Agricultural Economists.
- Horowitz, Joel L. & Spokoiny, Vladimir G., 2000. "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Working Papers 00-04, University of Iowa, Department of Economics.
- Christoph Rothe & Dominik Wied, 2013.
"Misspecification Testing in a Class of Conditional Distributional Models,"
Journal of the American Statistical Association,
Taylor & Francis Journals, vol. 108(501), pages 314-324, March.
- Rothe, Christoph & Wied, Dominik, 2012. "Misspecification Testing in a Class of Conditional Distributional Models," IZA Discussion Papers 6364, Institute for the Study of Labor (IZA).
- Escanciano, Juan Carlos & Velasco, Carlos, 2010.
"Specification tests of parametric dynamic conditional quantiles,"
Journal of Econometrics,
Elsevier, vol. 159(1), pages 209-221, November.
- Juan Carlos Escanciano & Carlos Velasco, 2008. "Specification Tests of Parametric Dynamic Conditional Quantiles," Caepr Working Papers 2008-021, Center for Applied Economics and Policy Research, Economics Department, Indiana University Bloomington.
- J. Carlos Escanciano & Carlos Velasco, 2010. "Specification tests of parametric dynamic conditional quantiles," Post-Print hal-00732534, HAL.
- Komunjer, Ivana & Vuong, Quang, 2010. "Efficient estimation in dynamic conditional quantile models," Journal of Econometrics, Elsevier, vol. 157(2), pages 272-285, August.
- repec:hal:journl:peer-00732534 is not listed on IDEAS
- Jhon James Mora, 2003.
"Sheepskin effects and screening in Colombia,"
COLOMBIAN ECONOMIC JOURNAL,
UN - RCE - CID, April.
- Jhon James Mora, 2003. "Sheepskin effects and screening in Colombia," Colombian Economic Journal, Academia Colombiana de Ciencias Economicas, Colegio Mayor de Nuestra Senora del Rosario, Pontificia Universidad Javeriana, Universidad de Antioquia, Universidad de los Andes, Universidad del Valle, Universidad Externado de Colombia, Universidad Nacional de Colombia, vol. 1(1), pages 95-108, December.
- Escanciano, J.C. & Goh, S.C., 2014. "Specification analysis of linear quantile models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 495-507.
- Lajos Zoltán Bakucs & Imre Fertő, 2009. "The growth of family farms in Hungary," Agricultural Economics, International Association of Agricultural Economists, vol. 40(s1), pages 789-795, November.
- Sun, Yiguo, 2006.
"A Consistent Nonparametric Equality Test Of Conditional Quantile Functions,"
Cambridge University Press, vol. 22(04), pages 614-632, August.
- Sun, Y., 2003. "A Consistent Nonparametric Equality Test of Conditional Quantile Functions," Working Papers 2003-10, University of Guelph, Department of Economics and Finance.
- Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128.
- Juan Carlos Escanciano & Chuan Goh, 2010. "Specification Analysis of Structural Quantile Regression Models," Working Papers tecipa-415, University of Toronto, Department of Economics.
- Komunjer, Ivana, 2013. "Quantile Prediction," Handbook of Economic Forecasting, Elsevier.
More about this item
KeywordsQuantile regression; Test for linearity; Integrated conditional moment test; Wage equations;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- J31 - Labor and Demographic Economics - - Wages, Compensation, and Labor Costs - - - Wage Level and Structure; Wage Differentials
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:empeco:v:26:y:2001:i:1:p:307-324. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://www.springer.com .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.